COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 240,572: 76,059 22,512 46,475 103,045 155,623 225,579 224,610: 14,993 15,962
Old : 232,595: 75,953 22,621 45,653 96,507 148,507 218,113 216,781: 14,482 15,813
Other: 7,977: 254 39 674 6,538 7,116 7,466 7,829: 511 148
: : :
: : Changes in Commitments from: October 13, 2015 :
: 3,184: 5,677 -3,462 -2,577 -681 8,897 2,419 2,858: 766 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 9.4 19.3 42.8 64.7 93.8 93.4: 6.2 6.6
Old : 100.0: 32.7 9.7 19.6 41.5 63.8 93.8 93.2: 6.2 6.8
Other: 100.0: 3.2 0.5 8.4 82.0 89.2 93.6 98.1: 6.4 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 110 83 90 70 77 227 209:
Old : 286: 111 83 90 65 77 222 209:
Other: 63: 12 5 11 22 26 38 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.4 24.5 20.5 34.8 10.8 18.5 17.8 26.7
Old : 12.7 25.1 20.9 34.5 11.1 19.2 18.2 27.3
Other: 54.0 58.2 69.0 79.2 51.9 58.2 66.3 74.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 16,081: 1,773 2,686 1,989 10,583 10,272 14,345 14,947: 1,736 1,134
Old : 3,275: 641 1,726 0 2,110 1,133 2,751 2,859: 524 416
Other: 12,806: 1,240 1,068 1,881 8,473 9,139 11,594 12,088: 1,212 718
: : :
: : Changes in Commitments from: October 13, 2015 :
: -3,419: 124 -3,859 -419 -2,690 1,436 -2,985 -2,842: -434 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 16.7 12.4 65.8 63.9 89.2 92.9: 10.8 7.1
Old : 100.0: 19.6 52.7 0.0 64.4 34.6 84.0 87.3: 16.0 12.7
Other: 100.0: 9.7 8.3 14.7 66.2 71.4 90.5 94.4: 9.5 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 23 10 11 24 12 48 32:
Old : 30: 9 6 0 9 6 18 12:
Other: 55: 18 10 8 24 10 43 27:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.5 50.3 44.7 70.8 23.7 43.2 40.4 59.7
Old : 59.4 76.5 69.9 85.6 59.4 76.5 69.9 85.6
Other: 28.1 55.0 46.7 72.6 28.1 52.2 45.1 63.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 280,260: 59,964 21,274 76,428 130,061 175,957 266,454 273,659: 13,807 6,602
Old : 249,362: 60,073 18,928 65,289 110,759 158,766 236,122 242,983: 13,240 6,379
Other: 30,899: 5,180 7,635 5,850 19,302 17,191 30,332 30,676: 567 223
: : :
: : Changes in Commitments from: October 13, 2015 :
: 17,883: -777 21 7,197 11,015 10,504 17,434 17,722: 449 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 7.6 27.3 46.4 62.8 95.1 97.6: 4.9 2.4
Old : 100.0: 24.1 7.6 26.2 44.4 63.7 94.7 97.4: 5.3 2.6
Other: 100.0: 16.8 24.7 18.9 62.5 55.6 98.2 99.3: 1.8 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 97 50 79 57 46 190 148:
Old : 218: 96 52 78 56 45 188 145:
Other: 51: 10 10 9 25 17 39 32:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 33.7 33.0 44.3 10.9 15.1 16.0 21.4
Old : 21.2 29.8 30.9 41.4 9.8 18.9 15.5 25.1
Other: 71.8 78.8 85.7 88.2 58.3 58.1 65.1 66.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 996,734: 254,686 63,591 208,267 451,629 673,526 914,582 945,384: 82,152 51,350
Old : 996,734: 254,686 63,591 208,267 451,629 673,526 914,582 945,384: 82,152 51,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 6,643: 13,406 4,937 -1,693 -10,255 68 1,458 3,311: 5,185 3,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 6.4 20.9 45.3 67.6 91.8 94.8: 8.2 5.2
Old : 100.0: 25.6 6.4 20.9 45.3 67.6 91.8 94.8: 8.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 82 40 79 85 83 204 173:
Old : 226: 82 40 79 85 83 204 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 12.3 26.7 21.5 39.7 9.4 22.3 16.8 32.0
Old : 12.3 26.7 21.5 39.7 9.4 22.3 16.8 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 218,652: 37,832 39,218 60,484 107,788 109,467 206,104 209,169: 12,548 9,483
Old : 203,106: 38,598 41,618 53,973 99,035 98,538 191,607 194,129: 11,499 8,976
Other: 15,546: 3,871 2,236 1,875 8,752 10,929 14,497 15,039: 1,049 507
: : :
: : Changes in Commitments from: October 13, 2015 :
: -3,006: -1,344 -1,490 939 -3,649 -2,229 -4,054 -2,780: 1,047 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 17.9 27.7 49.3 50.1 94.3 95.7: 5.7 4.3
Old : 100.0: 19.0 20.5 26.6 48.8 48.5 94.3 95.6: 5.7 4.4
Other: 100.0: 24.9 14.4 12.1 56.3 70.3 93.3 96.7: 6.7 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 405: 126 107 132 138 124 331 315:
Old : 405: 128 107 129 136 123 329 311:
Other: 116: 20 12 15 63 44 86 68:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 13.0 14.7 20.8 24.6 9.1 10.6 14.3 17.9
Old : 12.9 15.1 20.9 24.9 9.7 10.8 15.4 18.7
Other: 38.5 35.2 51.6 52.8 33.5 35.1 43.9 48.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 81,735: 47,507 19,384 1,885 23,468 58,169 72,860 79,438: 8,875 2,298
Old : 81,735: 47,507 19,384 1,885 23,468 58,169 72,860 79,438: 8,875 2,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 8,771: -1,471 9,215 294 10,420 226 9,243 9,734: -473 -963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 23.7 2.3 28.7 71.2 89.1 97.2: 10.9 2.8
Old : 100.0: 58.1 23.7 2.3 28.7 71.2 89.1 97.2: 10.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 91 33 14 12 9 111 52:
Old : 146: 91 33 14 12 9 111 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 81.7 57.8 87.3 42.7 81.7 55.9 86.6
Old : 43.3 81.7 57.8 87.3 42.7 81.7 55.9 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 372,522: 46,372 81,046 2,876 305,143 272,390 354,392 356,312: 18,131 16,210
Old : 372,522: 46,372 81,046 2,876 305,143 272,390 354,392 356,312: 18,131 16,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -380: 4,079 -1,894 -280 -5,113 3,097 -1,313 922: 933 -1,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 21.8 0.8 81.9 73.1 95.1 95.6: 4.9 4.4
Old : 100.0: 12.4 21.8 0.8 81.9 73.1 95.1 95.6: 4.9 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 37 54 11 100 102 143 161:
Old : 256: 37 54 11 100 102 143 161:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 33.4 52.2 42.8 38.7 33.4 48.7 42.4
Old : 40.6 33.4 52.2 42.8 38.7 33.4 48.7 42.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EAFE MINI INDEX - ICE FUTURES U.S. Code-244041
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 160,097: 43,769 8,650 2,843 105,158 144,432 151,770 155,925: 8,327 4,172
Old : 160,097: 43,769 8,650 2,843 105,158 144,432 151,770 155,925: 8,327 4,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: -2,738: -1,608 -1,487 141 -2,060 -1,256 -3,527 -2,602: 789 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 5.4 1.8 65.7 90.2 94.8 97.4: 5.2 2.6
Old : 100.0: 27.3 5.4 1.8 65.7 90.2 94.8 97.4: 5.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 19 10 3 51 52 71 64:
Old : 111: 19 10 3 51 52 71 64:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 44.8 52.6 62.4 34.5 44.8 50.6 62.2
Old : 36.2 44.8 52.6 62.4 34.5 44.8 50.6 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. Code-244042
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (MSCI EAFE INDEX X $50) :
: : :
All : 507,607: 134,184 97,238 11,451 346,205 387,943 491,840 496,632: 15,767 10,975
Old : 507,607: 134,184 97,238 11,451 346,205 387,943 491,840 496,632: 15,767 10,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2015 :
: 1,943: 6,794 -581 -299 -302 4,725 6,193 3,845: -4,250 -1,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 19.2 2.3 68.2 76.4 96.9 97.8: 3.1 2.2
Old : 100.0: 26.4 19.2 2.3 68.2 76.4 96.9 97.8: 3.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 62 49 19 101 90 172 149:
Old : 257: 62 49 19 101 90 172 149:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.2 24.6 41.7 36.8 20.8 22.4 31.8 32.2
Old : 28.2 24.6 41.7 36.8 20.8 22.4 31.8 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2015